Viewing and retaining the eigenstructure

If you wish to see the eigenvalues and, optionally, the eigenvectors as determined by the command, you must use the eig  or eig+  option beforehand. Otherwise, some of the results from the EIGEN:  command are available as [B/D] operators and operands. They are as follows:

• the rank of the matrix is given by eigrank 
• the trace of the matrix is given by eigtr 
• the eigenvalues are retained as eig (I), I=1 ... eigrank .

The Eigenvectors may be retained optionally as assignments by using the eig  argument to the KEEP:  command, before issuing the EIGEN:  command.

As an example, suppose that we wish to calculate and display the eigenstructure of a variance matrix specified over some collection of n quantities in belief store 2; and that we wish to retain the eigenvectors for later use as the assignments . The following sequence of commands achieves this aim:

BD>keep : eig  = Z

BD>option : eig+ 

BD>eigen : v(2,B)